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Date/Time: Fri, 28 Feb 2020 15:57:44 +0000

Volume Profile VWAP calculation question

[2020-01-24 04:16:42]
User71961 - Posts: 123 | Ending Date: 2020-03-20
the documentation doesn't specify how VWAP is calculated for the VolumeAtPrice Study when the VWAP line is set to be visible.
Is this VWAP calced using underlying trade data...or is all the volume assumed to occur at the bar close? or H+L+C/3 or something else?
[2020-01-24 05:55:47]
Sierra Chart Engineering - Posts: 81578 | Ending Date: 2020-06-09
It is definitely the underlying data being used.
Sierra Chart Support - Engineering Level

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